Multidimensional global extremum seeking via the DIRECT optimisation algorithm

作者：Khong Sei Zhen^*; Nesic Dragan; Manzie Chris; Tan Ying

来源：Automatica, 2013, 49(7): 1970-1978.

DOI：10.1016/j.automatica.2013.04.006

• Extremum seeking control
• Multidimensional global optimisation
• DIRECT method
• Robustness analysis

DIRECT is a sample-based global optimisation method for Lipschitz continuous functions defined over compact multidimensional domains. This paper adapts the DIRECT method with a modified termination criterion for global extremum seeking control of multivariable dynamical plants. Finite-time semi-global practical convergence is established based on a periodic sampled-data control law, whose sampling period is a parameter which determines the region and accuracy of convergence. A crucial part of the development is dedicated to a robustness analysis of the DIRECT method against bounded additive perturbations on the objective function. Extremum seeking involving multiple units is also considered within the same context as a means to increase the speed of convergence. Numerical examples of global extremum seeking based on DIRECT are presented at the end.

• 出版日期2013-7